Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699245.0326 | 1733190.0573 | -33945.0248 | 124960.5263 | 696809.9923 | -571849.466 |
Total P&L (%) | 1699.245 | 1733.1901 | -33.945 | 124.9605 | 696.81 | -571.8495 |
Avg Daily Profit (%) | 0.7496 | 0.7645 | -0.015 | 0.0358 | 0.0916 | 0 |
Buy And Hold Return (%) | 248.5437 | 248.5437 | 248.5437 | 248.5437 | 248.5437 | 248.5437 |
Max Trade Drawdown | -128865 | -135130 | -101404 | -2242014 | -1698885 | -741744 |
Profit Factor | 2.5738 | 3.6647 | 0.9209 | 1.0178 | 1.1575 | 0.7794 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 34.4569 | 33.5821 | 35.3383 | 34.4569 | 33.5821 | 35.3383 |
Ratio Avg Win / Avg Loss | 4.8959 | 7.248 | 1.6851 | 1.9361 | 2.2894 | 1.4262 |
Largest Winning Trade | 1446783 | 1446783 | 42331 | 1782537 | 1782537 | 236733 |
Largest Losing Trade | -35459 | -32513 | -35459 | -603613 | -603613 | -170626 |
Avg Bars in Trades | 49 | 65 | 33 | 49 | 65 | 33 |
Avg Bars in Winners | 92 | 121 | 65 | 92 | 121 | 65 |
Avg Bars in Losers | 27 | 37 | 16 | 27 | 37 | 16 |
Bars Traded | 13332 | 8826 | 4507 | 13332 | 8826 | 4507 |
Profit Streak | 3.193 | 14.693 | 0 | 3.193 | 14.693 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429112 | 491995 | -583903 | -516327 | -125670 | -585014 |
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 1.56149 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 1.56149 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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